Thanks to everyone for all the suggestions. I have the same issue. Language, speech and region all set to United States. I even tried a switch to English U.K. and then a switch back which did not work either. I used Hey Cortana on 8.1 on a regular basis. I have done a hard reset. Hey Cortana does not show up under Extras and a phone search returns nothing. I might try another hard reset or just wait and see what anniversary update brings. Hope it works, I really miss it.